-48.4%
FND vs RACE
+36.9%
-85.2%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +2.6% |
| 7D | -5.2% | -2.5% | -2.7% | -4.1% |
| 30D | -19.9% | +0.8% | -20.6% | -20.2% |
| 3M | +2.7% | +17.2% | -14.4% | -4.3% |
| 6M | -21.7% | +13.6% | -35.3% | -26.3% |
| YTD | -17.5% | +12.2% | -29.7% | -22.4% |
| 1Y | -39.3% | -16.3% | -23.0% | -36.8% |
| All | -48.4% | +36.9% | -85.2% | -58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RACE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling